Unless I am doing trapunto, I just sew the applique onto the quilt top. After I finish all my applique, then I will layer batting & backing underneath and quilt. I think that is the easiest method for beginners, depending on your applique & quilting methods. I would also suggest cutting your background fabric slightly larger than what you need (1/2" or so) since applique can draw up some of the fabric causing it to slightly "shrink". I have learned to cut my fabric 1" extra around my background square, applique on my design & then trim to size before piecing, layering and quilting.
Feel free to keep posting questions as you go along.